-25.8%
ACN vs APD
+16.4%
-42.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +3.8% | -7.7% | -5.0% |
| 30D | +16.5% | +8.2% | +8.3% | +13.8% |
| 3M | +41.5% | +4.3% | +37.2% | +39.6% |
| 6M | +60.1% | +4.7% | +55.4% | +57.5% |
| YTD | -3.9% | +31.5% | -35.5% | -13.3% |
| 1Y | +4.1% | +23.5% | -19.4% | -4.1% |
| 3Y | -15.9% | +29.1% | -45.0% | -25.4% |
| All | -25.8% | +16.4% | -42.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling